Journal ArticleDOI
Sur La Distribution Limite Du Terme Maximum D'Une Serie Aleatoire
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This article is published in Annals of Mathematics.The article was published on 1943-07-01. It has received 2037 citations till now.read more
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Asymptotic Normality of Extreme Quantile Estimators Based on the Peaks-Over-Threshold Approach
TL;DR: In this paper, the authors established the asymptotic normality of the well-known extreme quantile estimators based on this POT method, under very general assumptions.
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Exceedance rate, exceedance probability, and the duality of GEV and GPD for extreme hazard analysis
Chi-Hsiang Wang,John D. Holmes +1 more
TL;DR: In this article, the authors demonstrate the duality of the two distributions and the impact of using average recurrence interval instead of return period by analysis of wind gust data collected by an automatic weather station at Woomera, South Australia, Australia.
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A Bayesian Race Model for Recognition Memory
TL;DR: This article presents a Bayesian hierarchical model of RT and accuracy in a difficult recognition memory experiment using a minimum gamma race model, with extra model components that allow for the effects of stimulus, sequential dependencies, and trend.
Book
Some weak limit laws for the diameter of random point sets in bounded regions
TL;DR: In this paper, Umfang et al. established several weak limit laws for problems in geometric extreme value theory, such as the limit of the maximum Euclidean distance of i.i.d. points.
Journal ArticleDOI
The limiting behaviour of the last exit time for sequences of independent, identically distributed random variables
TL;DR: In this article, the authors discuss weak limit laws for random variables as Β→0; in particular the limit distributions, the stability and the relative stability of random variables with random variables.